Keyword Analysis & Research: sklearn svm class weight


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Is there a way to use class_weights for GB in sklearn?

Currently there isn't a way to use class_weights for GB in sklearn. Sample Weights change the loss function and your score that you're trying to optimize. This is often used in case of survey data where sampling approaches have gaps. Class Weights are used to correct class imbalances as a proxy for over \ undersampling.

Is it necessary to introduce a class_weight parameter in sklearn package?

And a chart shows that the half of the grandient boosting model have an AUROC over 80%. So considering GB models performances and the way they are done, it seems not to be necessary to introduce a kind of class_weight parameter as it is the case for RandomForestClassifier in sklearn package.

Is support vector machine scale invariant?

Support Vector Machine algorithms are not scale invariant, so it is highly recommended to scale your data. For example, scale each attribute on the input vector X to [0,1] or [-1,+1], or standardize it to have mean 0 and variance 1. Note that the same scaling must be applied to the test vector to obtain meaningful results.


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